Do anybody prepares time series by the way I described below? If yes, what kind of software do you use to determine the parts where the process is close to quasi-stationary?
The Price graph is time series from mathematic perspective. While analyzing the time series it is possible to determine the parts where the process is close to quasi-stationary one and it means that it is possible to apply the analysis methods which are also applicable to quasi-stationary processes and to make a prognosis of the time series behavior in the future. Lets determine the sample of time series which can be considered as quasi-stationary and make a spectral analysis on it.